A novel shape based batching and prediction approach for time series using HMMs and FISs.
Smriti SrivastavaSaurabh BhardwajAdvait MadhvanJ. R. P. GuptaPublished in: ISDA (2010)
Keyphrases
- hidden markov models
- prediction accuracy
- moving average
- financial time series
- prediction model
- chaotic time series
- prediction error
- exponential smoothing
- level set
- non stationary
- shape features
- data mining tasks
- object detection
- speech recognition
- dynamic time warping
- object recognition
- stock price
- extreme values
- shape representation
- stock market
- np hard
- box jenkins
- arima model
- mackey glass
- genetic algorithm
- chinese named entity recognition
- prediction algorithm
- special case
- long term
- artificial neural networks
- similarity measure
- computer vision